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V-Lab

Nesco Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.03% (-1.72%)
Analysis last updated: Sunday, February 8, 2026 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nesco Ltd S0GARCH
paramt-stat
ω1.18685.42
α0.09044.19
β0.826721.66
γ1-0.4942-2.73
γ20.61101.97
γ3-0.3260-1.01
γ40.69242.09
γ5-0.8693-2.99
γ60.61362.05
γ7-0.2702-1.07
γ8-0.1149-0.60
γ90.37952.05
γ10-0.3243-2.46
Estimation Period:
Jan 26, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts